There is also no "Have Fun" link. I was working with GoDaddy, and through their help my new site is up and running, but the images are pulling from the old site (I think?!?) and are still way too big. This is also an issue because I may be missing other files that would have come in after the images (for example my stats didn't convert over).

Thank you for the response and the link. However, the process described for importing from a WordPress export file into a WordPress blog is the same one I've followed exactly over and over. I just tried again this morning with the same result - my images did not carry over, and I got the same error message as before.